-95.1%
SQQQ vs TOST
-48.0%
-47.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -3.4% | +2.5% | -2.9% |
| 30D | -0.3% | -2.4% | +2.2% | -1.7% |
| 3M | +2.7% | +34.6% | -31.9% | +23.4% |
| 6M | -43.8% | +15.2% | -59.0% | -37.8% |
| YTD | -42.9% | -4.4% | -38.5% | -42.8% |
| 1Y | -53.5% | -17.4% | -36.1% | -56.6% |
| 3Y | -89.4% | +54.5% | -143.9% | -81.4% |
| All | -95.1% | -48.0% | -47.1% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling